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Is it possible to use Dynamic Time Warping (DTW) algorithm as a method to find the similarity between two time-series data that have different step/measurement sizes? For example, one is measured every hour and the other is measured every day.

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Yes, first DTW allows to match several timepoints from one sequence to a single timepoint of another sequence. Second, if some implementation, which you use, does not allow for this, you could simply interpolate one of ypur timeserieses to match timestep of another.

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  • $\begingroup$ Thanks a lot. I am now thinking about 'units of measurements'. For example, the data points in a time series are measured based on 'megawatt' and the other one is in 'kilowatt'. Is the DTW still applicable? I mean without unit conversion. $\endgroup$
    – Adel
    Jan 31, 2022 at 12:50

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